+26.8%
PL vs DD
+68.3%
-41.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.1% | +9.3% | +9.6% |
| 7D | -6.8% | +4.6% | -11.4% | -9.5% |
| 30D | -29.3% | +11.8% | -41.1% | -34.4% |
| 3M | -44.8% | +2.2% | -46.9% | -45.4% |
| 6M | -68.4% | -1.6% | -66.7% | -67.8% |
| YTD | -36.4% | +23.0% | -59.4% | -45.6% |
| 1Y | +0.7% | +26.9% | -26.2% | -15.7% |
| 3Y | +455.3% | +77.9% | +377.4% | +267.7% |
| 5Y | +22.7% | +59.9% | -37.2% | -16.1% |
| All | +26.8% | +68.3% | -41.5% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling